+2,766.8%
AEIS vs HRB
+1,080.0%
+1,686.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.9% |
| 7D | +3.0% | -5.7% | +8.6% | +5.2% |
| 30D | -14.6% | +7.9% | -22.6% | -17.9% |
| 3M | -12.4% | +32.1% | -44.6% | -23.9% |
| 6M | -15.0% | +62.2% | -77.2% | -34.1% |
| YTD | +34.3% | +16.4% | +17.9% | +17.7% |
| 1Y | +87.4% | -0.3% | +87.6% | +73.9% |
| 3Y | +139.8% | +36.0% | +103.7% | +88.7% |
| 5Y | +220.7% | +125.2% | +95.5% | +95.3% |
| 10Y | +531.6% | +237.7% | +293.9% | +186.2% |
| All | +2,766.8% | +1,080.0% | +1,686.9% | +639.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling